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Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate

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Files and slides from the presentation of the same name.

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This archive contains all of the files for the webinar "Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate" delivered at the 2013 MathWorks Finance Virtual Conference.

It consists of three main components:

1. "Speeding Up Algorithms.pdf": the slide deck
2. "MVAR": The folder containing the Marginal Value at Risk demo. The script file "MVAR_demo.m" can be run in cell mode; it refers to the other functions.
3. "Variable_Annuity": The folder containing the variable annuity demo. The script file "GMWBscript.m" can be run in cell mode; it refers to the other functions.

For more discussions, go to our website at www.quantsupport.com/qss-blog.html

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MATLAB Release
MATLAB 8.1 (R2013a)
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Inspired by: Modeling Variable Annuities with MATLAB

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